+137.2%
FTNT vs FIX
+448.6%
-311.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.4% | -8.4% | -3.8% |
| 7D | -12.7% | -17.5% | +4.8% | -10.6% |
| 30D | -37.2% | -41.6% | +4.4% | -32.6% |
| 3M | -25.8% | -40.6% | +14.8% | -20.8% |
| 6M | +32.1% | -49.4% | +81.5% | +43.3% |
| YTD | +49.7% | +9.2% | +40.5% | +38.8% |
| 1Y | +47.6% | +6.5% | +41.1% | +37.1% |
| 3Y | +137.2% | +448.7% | -311.5% | +42.1% |
| All | +137.2% | +448.6% | -311.4% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling